-80.9%
CLSK vs CP
+258.0%
-338.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.5% |
| 7D | +8.0% | +2.1% | +5.8% | +6.9% |
| 30D | -27.9% | +9.3% | -37.2% | -31.5% |
| 3M | -42.3% | +0.5% | -42.7% | -42.8% |
| 6M | -50.0% | +10.4% | -60.4% | -53.1% |
| YTD | -34.3% | +28.7% | -63.0% | -43.0% |
| 1Y | -44.5% | +33.2% | -77.7% | -52.6% |
| 3Y | +74.5% | +38.4% | +36.1% | +52.3% |
| 5Y | -69.0% | +26.2% | -95.1% | -72.0% |
| All | -80.9% | +258.0% | -338.9% | -79.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling